Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49200.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45137.12 Kr¶

PnL: ---------------------------------------> 81.12 Kr¶

DD now: ---------------------------------> -7.379 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:26:41.953916'

Anic Portfolio¶

Today¶

Return: -1.042 %¶

This Week¶

Return: -0.208 %¶

Total portfolio value¶

Return including deposits: 61.069 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.130000 1669.860000 200.860000 13.670000 1468.999998
Orrön Energy 180 -1.590000 2167.200000 124.200000 6.080000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Hoist Finance 35 1.380000 1030.750000 50.750000 5.180000 980.000000
Sagax B 4 0.760000 904.000000 50.000000 5.850000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.100000 829.600000 37.600000 4.750000 792.000000
Hexatronic Group 12 0.050000 1002.240000 35.240000 3.640000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.180000 987.600000 26.600000 2.770000 960.999996
OX2 13 1.500000 969.150000 19.150000 2.020000 949.999999
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
BioGaia B 8 -1.770000 933.600000 3.600000 0.390000 930.000000
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
Sedana Medical 93 -5.240000 2522.160000 1.160000 0.050000 2521.000011
AcadeMedia 8 -1.650000 399.680000 -2.320000 -0.580000 402.000000
Clas Ohlson B 12 -2.010000 964.200000 -8.800000 -0.900000 972.999996
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
ASSA ABLOY B 3 -1.500000 768.000000 -11.000000 -1.410000 779.000001
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Addnode Group B 11 0.300000 904.750000 -16.250000 -1.760000 921.000003
Alimak Group 11 -0.960000 909.700000 -18.300000 -1.970000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Indutrade 5 -1.010000 1178.000000 -40.000000 -3.280000 1218.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Vitec Software Group B 2 -2.460000 1033.000000 -54.000000 -4.970000 1087.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -3.100000 3326.700000 -134.300000 -3.880000 3461.000010
TOTAL 45137.120000 81.120000 -7.37936% 45056.000411

Updated:¶

'2023-07-05 16:26:59.465492'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶